How to convert a linked object into an individual object?
It's just vocabulary, but your question is ambiguous.

If you want to make an instanced object, (one which shares some aspect of its data (mesh, materials,etc., with other objects,) independent, that's now hidden in Header menu &gt; Object &gt; Relations &gt; Make Single User.
A Subdivision Surface modifier always affects the entire object to which it is assigned. If you want to split part of the mesh off to another object, select that part of the mesh in Edit mode, and P Separate &gt; Selection.